{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/CME","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/CME.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/CME.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"CME","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":293.8699951171875,"previous_close":289.4599914550781,"delta_neutral":269.14670829112947,"gamma_neutral":267.95176963179614,"gamma_max":303.4690526023576,"total_open_interest":46046,"previous_open_interest":57370,"listed_contracts":474,"listed_calls":280,"listed_puts":249,"gamma_max_distance_pct":3.2664299331894133,"delta_neutral_distance_pct":-8.413001407713994,"gamma_neutral_distance_pct":-8.81962293396298,"open_interest_change_1d_pct":-19.73853930625763,"call_open_interest":21028,"put_open_interest":25018,"put_call_open_interest_ratio":1.1897470039946738,"nearest_expiration_max_pain":270,"nearest_expiration_max_pain_expiry":"2026-10-23","nearest_expiration_max_pain_distance_pct":-8.122637735665657,"all_expiration_max_pain":260,"net_gamma_exposure":2081581.1895141983,"net_gamma_exposure_per_100k_open_interest":4520655.843100809,"gamma_exposure_flip":267.95176963179614,"gamma_exposure_flip_distance_pct":-8.81962293396298,"call_wall":300,"call_wall_distance_pct":2.085958071482602,"put_wall":270,"put_wall_distance_pct":-8.122637735665657,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":971},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":293.87,"totalOi":57924,"analysisCoverage":1,"avgIvPct":121.5,"ivRank":61.2,"iv52wHighPct":176.2,"iv52wLowPct":35.3,"frontDte":7,"termPremiumPp":12.4683,"riskReversalFrontPp":21.22,"riskReversal30dPp":25.42,"butterflyFrontPp":4.63,"butterfly30dPp":-0.28,"putCallOiRatio":1.147,"putCallOiFrontRatio":0.82,"putCallVolumeFrontRatio":0.023,"optionVolume":3613,"volumeOiRatio":0.062375,"netDeltaNormalized":0.129312,"dealerDeltaNormalized":-0.113393,"gexPer100kOi":14694306.297908,"vannaPer100kOi":1609.004903,"charmPer100kOi":-954253.849872,"weekendDeltaShiftPer100kOi":-2862761.549617,"ivSurfaceRangePp":107.4,"gammaFlipDistancePct":1.361146,"maxPainDistancePct":-8.122639,"peakCallDistancePct":2.085956,"peakPutDistancePct":-8.122639},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/CME.json?date=2026-10-16&public_schema=4","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}